Y. Yatracos

activity

20092020

most citedThe asymptotic distribution of a cluster-index for i.i.d. normal random variables

3 citations · 7 across the 12 of their papers we have counts for

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Showing 2015Show all

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math.ST2015

Statistical Inference with Data Augmentation and Parameter Expansion

Yannis G. Yatracos

Statistical pragmatism embraces all efficient methods in statistical inference. Augmentation of the collected data is used herein to obtain representative population information fr…

math.ST2015

Plug-in error bounds for a mixing density estimate in $R^{d},$ and for its derivatives

Yannis G. Yatracos

A mixture density, $f_{p},$ is estimable in $R^{d}, d \geq 1,$ but an estimate for the mixing density, $p,$ is usually obtained only when $d$ is unity; $h$ is the mixture's kernel. Wh…

q-fin.GN2015

Information in stock prices and some consequences: A model-free approach

Yannis G. Yatracos

The price of a stock will rarely follow the assumed model and a curious investor or a Regulatory Authority may wish to obtain a probability model the prices support. A risk neutral…

Statistical Inference with Data Augmentation and Parameter Expansion

Plug-in error bounds for a mixing density estimate in Rd, and for its derivatives

Information in stock prices and some consequences: A model-free approach

Plug-in error bounds for a mixing density estimate in $R^{d},$ and for its derivatives